It's difficult to see in these pictures, but my shirt, sweater, and vest are different colors. The shirt and vest are navy blue, and the cardigan is dark purple. I think this is the first time I've paired these two dark colors together, and I like the dark, mysterious & wintery look that resulted.
There are obviously many ways to pair colors - complementary, analogous, and warm & cool colors. And then there's wearing colors that are the same saturation - dark blue and dark purple. mint and baby pink. mustard and burnt orange. You can pull off any color combination, as long as the colors are the same "depth." It makes a look more cohesive and intentional, instead of "I got dressed in the dark." Not to say that you CAN'T pair different color saturations (and you should!) but sometimes the best color combinations come from neighboring colors on the color wheel, but in the same tone.
Really, though - try it sometime: deep jewel tones, pastels, navy and purple, forest green and deep red (Christmas colors!), and let me know how it turns out.
shirt: thrifted (Target)
cardigan: Ann Taylor
vest: Old Navy
jeans: thrifted (Old Navy)
necklace: from my Grandmother